JRONY vs. VUSA.AS
Compare and contrast key facts about Jerónimo Martins ADR (JRONY) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JRONY or VUSA.AS.
Key characteristics
| JRONY | VUSA.AS | |
|---|---|---|
| YTD Return | -22.02% | 32.63% |
| 1Y Return | -17.42% | 37.50% |
| 3Y Return (Ann) | -4.94% | 12.44% |
| 5Y Return (Ann) | 6.26% | 16.14% |
| 10Y Return (Ann) | 11.94% | 14.67% |
| Sharpe Ratio | -0.61 | 3.18 |
| Sortino Ratio | -0.67 | 4.28 |
| Omega Ratio | 0.91 | 1.66 |
| Calmar Ratio | -0.43 | 4.57 |
| Martin Ratio | -1.00 | 20.45 |
| Ulcer Index | 18.69% | 1.86% |
| Daily Std Dev | 30.54% | 11.88% |
| Max Drawdown | -62.30% | -33.64% |
| Current Drawdown | -33.56% | -0.25% |
Correlation
The correlation between JRONY and VUSA.AS is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
JRONY vs. VUSA.AS - Performance Comparison
In the year-to-date period, JRONY achieves a -22.02% return, which is significantly lower than VUSA.AS's 32.63% return. Over the past 10 years, JRONY has underperformed VUSA.AS with an annualized return of 11.94%, while VUSA.AS has yielded a comparatively higher 14.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JRONY vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jerónimo Martins ADR (JRONY) and Vanguard S&P 500 UCITS ETF (VUSA.AS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
JRONY vs. VUSA.AS - Dividend Comparison
JRONY's dividend yield for the trailing twelve months is around 3.67%, more than VUSA.AS's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRONY Jerónimo Martins ADR | 3.67% | 2.38% | 3.83% | 1.52% | 2.37% | 2.20% | 6.33% | 3.33% | 2.29% | 5.16% | 4.17% | 1.96% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
JRONY vs. VUSA.AS - Drawdown Comparison
The maximum JRONY drawdown since its inception was -62.30%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for JRONY and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
JRONY vs. VUSA.AS - Volatility Comparison
Jerónimo Martins ADR (JRONY) has a higher volatility of 11.02% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.58%. This indicates that JRONY's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.